NIKKEI 225 Index Future (Globex) March 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 10,315 10,245 -70 -0.7% 10,560
High 10,490 10,345 -145 -1.4% 10,610
Low 10,155 10,235 80 0.8% 10,155
Close 10,235 10,315 80 0.8% 10,235
Range 335 110 -225 -67.2% 455
ATR 203 196 -7 -3.3% 0
Volume 11,739 12,142 403 3.4% 52,205
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 10,628 10,582 10,376
R3 10,518 10,472 10,345
R2 10,408 10,408 10,335
R1 10,362 10,362 10,325 10,385
PP 10,298 10,298 10,298 10,310
S1 10,252 10,252 10,305 10,275
S2 10,188 10,188 10,295
S3 10,078 10,142 10,285
S4 9,968 10,032 10,255
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 11,698 11,422 10,485
R3 11,243 10,967 10,360
R2 10,788 10,788 10,319
R1 10,512 10,512 10,277 10,423
PP 10,333 10,333 10,333 10,289
S1 10,057 10,057 10,193 9,968
S2 9,878 9,878 10,152
S3 9,423 9,602 10,110
S4 8,968 9,147 9,985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,495 10,155 340 3.3% 197 1.9% 47% False False 10,642
10 10,930 10,155 775 7.5% 222 2.2% 21% False False 10,700
20 10,995 10,155 840 8.1% 181 1.7% 19% False False 9,166
40 10,995 9,890 1,105 10.7% 150 1.5% 38% False False 7,178
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 63
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 10,813
2.618 10,633
1.618 10,523
1.000 10,455
0.618 10,413
HIGH 10,345
0.618 10,303
0.500 10,290
0.382 10,277
LOW 10,235
0.618 10,167
1.000 10,125
1.618 10,057
2.618 9,947
4.250 9,768
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 10,307 10,325
PP 10,298 10,322
S1 10,290 10,318

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols